+52.1%
ICE vs KVUE
-20.4%
+72.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -5.3% | -6.1% | +0.8% | -4.7% |
| 30D | +3.0% | -5.6% | +8.6% | +3.7% |
| 3M | +11.4% | -0.3% | +11.8% | +11.5% |
| 6M | -2.0% | +1.4% | -3.4% | -2.2% |
| YTD | -3.1% | +6.7% | -9.9% | -4.0% |
| 1Y | -8.4% | +1.0% | -9.3% | -8.7% |
| 3Y | +40.7% | -5.4% | +46.1% | +41.4% |
| All | +52.1% | -20.4% | +72.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KVUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling